Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149052.5742 | 102378.0328 | 46674.5414 | 197177.3576 | 194958.0078 | 2219.3498 |
Total P&L (%) | 149.0526 | 102.378 | 46.6745 | 197.1774 | 194.958 | 2.2194 |
Avg Daily Profit (%) | 0.5724 | 0.3931 | 0.1792 | 0.4191 | 0.4162 | 0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51211 | -27535 | -51254 | -256249 | -130645 | -221745 |
Profit Factor | 1.3548 | 1.4776 | 1.2269 | 1.142 | 1.2865 | 1.0031 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 192 | 99 | 93 | 192 | 99 | 93 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 59.4427 | 61.4907 | 57.4074 | 59.4427 | 61.4907 | 57.4074 |
Ratio Avg Win / Avg Loss | 0.9244 | 0.9254 | 0.9103 | 0.7792 | 0.8057 | 0.7443 |
Largest Winning Trade | 16782 | 16782 | 9401 | 35823 | 35823 | 28825 |
Largest Losing Trade | -38212 | -16685 | -38212 | -165083 | -50412 | -165083 |
Avg Bars in Trades | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Winners | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Losers | 107 | 110 | 104 | 107 | 110 | 104 |
Bars Traded | 24555 | 11708 | 12848 | 24555 | 11708 | 12848 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398643 | 329625 | 131146 | -55017 | 294693 | -566235 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 3.49364 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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